+67.1%
VZ vs AXP
+456.7%
-389.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | +5.6% | +0.4% | +5.2% | +5.6% |
| 30D | +1.9% | +7.0% | -5.2% | +0.8% |
| 3M | +0.8% | -6.6% | +7.4% | +1.7% |
| 6M | +0.6% | +3.5% | -2.8% | -0.1% |
| YTD | +20.8% | -11.2% | +31.9% | +22.3% |
| 1Y | +23.9% | -10.2% | +34.1% | +25.2% |
| 3Y | +55.7% | +120.0% | -64.4% | +31.9% |
| 5Y | +21.5% | +95.6% | -74.0% | +3.5% |
| All | +67.1% | +456.7% | -389.6% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling